Dave Batters quit politics last year after disclosing he suffered from depression. (File/CBC)

Former Saskatchewan member of Parliament Dave Batters has taken his own life, his family announced Tuesday.

Batters, 39, died at home Monday night, the family said in a written statement.

"The family of Dave Batters is grieving the sudden loss of their beloved husband, son and brother, who sadly chose to take his own life," the statement said.

Batters, the former Conservative MP for Palliser, left politics in 2008 after disclosing that he was battling anxiety and depression.

He didn't seek re-election in Palliser, a riding that includes Moose Jaw and part of the city of Regina.

Admitted problem with medications

When he stepped down last September, Batters said he had been ill for the past few months and that he "overcame a dependency on certain prescribed medications," which he identified as benzodiazepines.

He said he planned to work on his recovery.

'Dave ultimately lost his struggle with severe depression, but we should use his loss as a reminder that mental health illnesses affect Canadians in every walk of life.'—Prime Minister Stephen Harper

"He entered treatment and his family and friends hoped he would overcome his illness," the statement Tuesday said. "Tragically, this was not to be."

Regina-Qu'Appelle MP Andrew Scheer, who was a rookie member with Batters in 2004, said he tried to stay in touch with Batters but that it was difficult because of his troubles.

"It's just very sad and it's a tragic loss," Scheer said. "Dave was one of the good guys and got involved for all the right reasons. We've missed him since he decided not to run and now we're going to miss him in our lives."

PM pays tribute

Prime Minister Stephen Harper said he was "saddened to hear of the tragic death" of his former caucus colleague and fellow member of Parliament.

"Those of us who knew and worked with Dave will remember him as a friend and colleague who worked tirelessly on behalf of his constituents in Palliser," Harper said.

"Dave ultimately lost his struggle with severe depression, but we should use his loss as a reminder that mental health illnesses affect Canadians in every walk of life. Too often Canadians, such as Dave, suffer in silence out of fear of being stigmatized for their illness."

Born in Estevan, Sask., in 1969, Batters worked as a representative for a pharmaceutical company before entering politics.

Funeral arrangements will be announced at a later date, his family said. They asked for the media to respect their privacy.

Police called to Regina home

Regina police said they responded to a call to a southeast Regina home shortly after 3 p.m. Monday.

The call, which came from someone outside the home, concerned a man who threatened to harm himself, police spokeswoman Elizabeth Popowich said.

A crisis negotiator was among a number of police officers who were sent to the home on Adcock Place.

Adcock Place is the street where Batters lived, although police did not confirm that they were at his house.

Police were not able to make contact with anyone inside the house.

About five hours later, at 8:20 p.m., police found the body of a man inside the house. It was the victim's home, Popowich said.

Police haven't said anything about the apparent cause of death, saying the coroner is investigating.